The number of visits to a subset of the state space by a discrete-parameter semi-Markov process

1995 ◽  
Vol 22 (1) ◽  
pp. 71-77 ◽  
Author(s):  
Attila Csenki
2012 ◽  
Vol 24 (1) ◽  
pp. 49-58 ◽  
Author(s):  
Jerzy Girtler

Abstract The paper provides justification for the necessity to define reliability of diagnosing systems (SDG) in order to develop a diagnosis on state of any technical mechanism being a diagnosed system (SDN). It has been shown that the knowledge of SDG reliability enables defining diagnosis reliability. It has been assumed that the diagnosis reliability can be defined as a diagnosis property which specifies the degree of recognizing by a diagnosing system (SDG) the actual state of the diagnosed system (SDN) which may be any mechanism, and the conditional probability p(S*/K*) of occurrence (existence) of state S* of the mechanism (SDN) as a diagnosis measure provided that at a specified reliability of SDG, the vector K* of values of diagnostic parameters implied by the state, is observed. The probability that SDG is in the state of ability during diagnostic tests and the following diagnostic inferences leading to development of a diagnosis about the SDN state, has been accepted as a measure of SDG reliability. The theory of semi-Markov processes has been used for defining the SDG reliability, that enabled to develop a SDG reliability model in the form of a seven-state (continuous-time discrete-state) semi-Markov process of changes of SDG states.


2014 ◽  
Vol 754 ◽  
pp. 365-414 ◽  
Author(s):  
Eurika Kaiser ◽  
Bernd R. Noack ◽  
Laurent Cordier ◽  
Andreas Spohn ◽  
Marc Segond ◽  
...  

AbstractWe propose a novel cluster-based reduced-order modelling (CROM) strategy for unsteady flows. CROM combines the cluster analysis pioneered in Gunzburger’s group (Burkardt, Gunzburger & Lee,Comput. Meth. Appl. Mech. Engng, vol. 196, 2006a, pp. 337–355) and transition matrix models introduced in fluid dynamics in Eckhardt’s group (Schneider, Eckhardt & Vollmer,Phys. Rev. E, vol. 75, 2007, art. 066313). CROM constitutes a potential alternative to POD models and generalises the Ulam–Galerkin method classically used in dynamical systems to determine a finite-rank approximation of the Perron–Frobenius operator. The proposed strategy processes a time-resolved sequence of flow snapshots in two steps. First, the snapshot data are clustered into a small number of representative states, called centroids, in the state space. These centroids partition the state space in complementary non-overlapping regions (centroidal Voronoi cells). Departing from the standard algorithm, the probabilities of the clusters are determined, and the states are sorted by analysis of the transition matrix. Second, the transitions between the states are dynamically modelled using a Markov process. Physical mechanisms are then distilled by a refined analysis of the Markov process, e.g. using finite-time Lyapunov exponent (FTLE) and entropic methods. This CROM framework is applied to the Lorenz attractor (as illustrative example), to velocity fields of the spatially evolving incompressible mixing layer and the three-dimensional turbulent wake of a bluff body. For these examples, CROM is shown to identify non-trivial quasi-attractors and transition processes in an unsupervised manner. CROM has numerous potential applications for the systematic identification of physical mechanisms of complex dynamics, for comparison of flow evolution models, for the identification of precursors to desirable and undesirable events, and for flow control applications exploiting nonlinear actuation dynamics.


1993 ◽  
Vol 114 (2) ◽  
pp. 369-377
Author(s):  
L. C. G. Rogers

The non-negative harmonic functions of a transient Markov process yield a great deal of information about the ‘behaviour at infinity’ of the process, and can be used to h-transform the process to behave in a certain way at infinity. The traditional analytic way of studying the non-negative harmonic functions is to construct the Martin boundary of the process (see, for example, Meyer [4], Kunita and T. Watanabe[3], and Kemeny, Snell & Knapp[2], Williams [7] for the chain case). However, certain conditions on the process need to be satisfied, one of the most basic of which is that there exists a reference measure η such that Uλ (x, ·) ≪ η for all λ > 0, all x ∈ E, the state space of the Markov process. (Here, (Uλ)λ>0 is the resolvent of the process.)


1970 ◽  
Vol 7 (02) ◽  
pp. 388-399 ◽  
Author(s):  
C. K. Cheong

Our main concern in this paper is the convergence, as t → ∞, of the quantities i, j ∈ E; where Pij (t) is the transition probability of a semi-Markov process whose state space E is irreducible but not closed (i.e., escape from E is possible), and rj is the probability of eventual escape from E conditional on the initial state being i. The theorems proved here generalize some results of Seneta and Vere-Jones ([8] and [11]) for Markov processes.


1970 ◽  
Vol 7 (2) ◽  
pp. 388-399 ◽  
Author(s):  
C. K. Cheong

Our main concern in this paper is the convergence, as t → ∞, of the quantities i, j ∈ E; where Pij(t) is the transition probability of a semi-Markov process whose state space E is irreducible but not closed (i.e., escape from E is possible), and rj is the probability of eventual escape from E conditional on the initial state being i. The theorems proved here generalize some results of Seneta and Vere-Jones ([8] and [11]) for Markov processes.


1988 ◽  
Vol 2 (4) ◽  
pp. 435-459 ◽  
Author(s):  
Peter J. Haas ◽  
Gerald S. Shedler

Generalized semi-Markov processes and stochastic Petri nets have been proposed as general frameworks for a discrete event simulation on a countable state space. The two formal systems differ, however, with respect to the clock setting (event scheduling) mechanism, the state transition mechanism, and the form of the state space. We obtain conditions under which the marking process of a stochastic Petri net “mimics” a generalized semi-Markov process in the sense that the two processes (and their underlying general state-space Markov chains) have the same finite dimensional distributions. The results imply that stochastic Petri nets have at least the modeling power of generalized semiMarkov processes for discrete event simulation.


1976 ◽  
Vol 13 (2) ◽  
pp. 400-406 ◽  
Author(s):  
I. Gertsbach

A finite-state semi-Markov process (SMP) with penalties is considered. A property which is similar to an increasing-hazard-rate property for a Markov chain is defined for an SMP. The SMP is controlled by shifts from the state Ei to immediately after a transition has occurred. Conditions are given which guarantee that the optimal stationary Markovian policy belongs to a subclass of control-limit policies.


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